| Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches RM Kovacevic, GC Pflug European Journal of Operational Research 237 (2), 389-403, 2014 | 62 | 2014 |
| Time consistency and information monotonicity of multiperiod acceptability functionals. No. 8 in Radon Series on Computational and Applied Mathematics R Kovacevic, GC Pflug de Gruyter, Berlin, 2009 | 58* | 2009 |
| Handbook of risk management in energy production and trading RM Kovacevic, GC Pflug, MT Vespucci Springer, 2013 | 56 | 2013 |
| Does Insurance Help to Escape the Poverty Trap?—A Ruin Theoretic Approach RM Kovacevic, GC Pflug Journal of Risk and Insurance 78 (4), 1003-1028, 2011 | 55 | 2011 |
| Tree Approximation for Discrete Time Stochastic Processes-A Process Distance Approach RM Kovacevic, A Pichler Annals of OR 235 (1), 395-421, 2015 | 43 | 2015 |
| Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model P Grandits, R Kovacevic, V Veliov Journal of Mathematical Analysis and Applications, 2019 | 32 | 2019 |
| MEDIUM-TERM PLANNING FOR THERMAL ELECTRICITY PRODUCTION R Kovacevic, F Paraschiv OR Spectrum, 2014 | 22 | 2014 |
| A distributed optimal control model applied to COVID-19 pandemic RM Kovacevic, NI Stilianakis, VM Veliov SIAM Journal on Control and Optimization 60 (2), S221-S245, 2022 | 21* | 2022 |
| Optimal vaccination strategies using a distributed model applied to COVID-19 G Angelov, R Kovacevic, NI Stilianakis, VM Veliov Central European Journal of Operations Research 31 (2), 499-521, 2023 | 15* | 2023 |
| Poverty traps and disaster insurance in a bi-level decision framework RM Kovacevic, W Semmler Dynamic economic problems with regime switches, 57-83, 2021 | 15 | 2021 |
| Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment RM Kovacevic Central European Journal of Operations Research 26 (2), 395-421, 2018 | 13 | 2018 |
| ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? RM KOVACEVIC, GCH PFLUG International Journal of Theoretical and Applied Finance, 2014 | 13 | 2014 |
| Valuation and pricing of electricity delivery contracts: the producer’s view RM Kovacevic Annals of Operations Research, https://link.springer.com/article/10.1007 …, 2018 | 10 | 2018 |
| Bilevel Approaches for Distributed DSM Using Internal Individualized Prices RM Kovacevic, NV Vo, J Haunschmied IEEE International Conference on Smart Grid Communications, 521-526, 2017 | 9 | 2017 |
| CONDITIONAL ACCEPTABILITY MAPPINGS AS BANACH-LATTICE VALUED MAPPINGS R KOVACEVIC Statistics and Risk Modeling 29 (1), 1-18, 2012 | 9* | 2012 |
| A semiparametric model for electricity spot prices RM Kovacevic, D Wozabal IIE Transactions 46 (4), 344-356, 2014 | 8 | 2014 |
| Dynamic economic problems with regime switches J Haunschmied, RM Kovacevic, W Semmler, VM Veliov Springer, 2021 | 6 | 2021 |
| Measuring Systemic Risk: Structural Approaches RM Kovacevic, GC Pflug Quantitative Financial Risk Management: Theory and Practice, 1-21, 2015 | 6 | 2015 |
| Maximum-loss, minimum-win and the Esscher pricing principle RM Kovacevic IMA Journal of Management Mathematics, 2011 | 6 | 2011 |
| Conditional acceptability mappings: Convex analysis in banach lattices R Kovacevic Dissertation, University of Vienna, 2008 | 5 | 2008 |
Pflug GProfessor Statistics and ORVerified email at univie.ac.at
